+702.3%
GOOG vs CB
+250.2%
+452.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.3% |
| 7D | +3.0% | +2.9% | +0.1% | +2.1% |
| 30D | -14.9% | +7.3% | -22.2% | -16.8% |
| 3M | -14.9% | +9.4% | -24.3% | -17.4% |
| 6M | -26.6% | +19.6% | -46.2% | -31.1% |
| YTD | -6.6% | +21.5% | -28.1% | -13.1% |
| 1Y | +5.1% | +28.0% | -22.9% | -4.1% |
| 3Y | +121.0% | +74.9% | +46.1% | +75.3% |
| 5Y | +97.3% | +108.1% | -10.8% | +44.1% |
| All | +702.3% | +250.2% | +452.1% | +387.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling